The Nonsymmetric Eigenvalue Problem

The Nonsymmetric Eigenvalue Problem

Let A be a square n-by-n matrix. A scalar is called an eigenvalue  and a non-zero column vector v the corresponding right eigenvector  if . A nonzero column vector u satisfying is called the left eigenvector . One variant of the nonsymmetric eigenvalue problem requires the computation of all n values of and, if desired, their associated right eigenvectors v and/or left eigenvectors u.

A second is the computation of the Schur factorization of a matrix A.   If A is complex, then its Schur factorization is , where Z is unitary and T is upper triangular. If A is real, its Schur factorization is , where Z is orthogonal. and T is upper quasi-triangular (1-by-1 and 2-by-2 blocks on its diagonal). The columns of Z are called the Schur vectors of A.   The eigenvalues of A appear on the diagonal of T; complex conjugate eigenvalues of a real A correspond to 2-by-2 blocks on the diagonal of T.

For more details, see for example, [55] .


1999-12-26